isimud::exchanges::BATSBOE::common Namespace Reference

Namespaces
	optional

Classes
struct	CancelOrder
struct	CancelRejected
class	client_to_exchange_transformations
	A client-to-BATSBOE-protocol message handler. More...
struct	ClientHeartbeat
class	connectivity_policy
	An implementation of the connectivity policy for the BATSBOE protocol. More...
class	exchange_to_client_transformations
	A BATSBOE-protocol-to-client message handler. More...
class	Header
struct	logoff_args_t
struct	logon_args_t
struct	LogonReply
struct	LogonRequest
struct	Logout
struct	LogoutRequest
struct	ModifyOrder
struct	NewOrder
struct	OrderAcknowledgement
struct	OrderCancelled
struct	OrderExecution
struct	OrderModified
struct	OrderRejected
struct	OrderRestated
struct	ReplayComplete
class	server_hb_t
	Section 2.4 "Heartbeats" of [1]. Generate heartbeats from the containing simulator. More...
struct	ServerHeartbeat
class	simulator_responses
	A simple, BATSBOE-protocol exchange simulator. More...
struct	TradeCancelOrCorrect
struct	UserModifyRejected

Typedefs
using	DateTime_t = std::uint64_t
using	MsgType_t = std::uint8_t
using	Price_t = std::uint64_t
using	SPrice_t = std::int64_t
using	Account_t = std::array< char, 16 >
using	ClearingAccount_t = std::array< char, 4 >
using	ClearingFirm_t = std::array< char, 4 >
using	ClientOrderID_t = std::array< char, 20 >
using	ContraBroker_t = std::array< char, 4 >
using	Currency_t = isimud::exchanges::common::ccy_codes::currency_t
using	LogoutReasonText_t = std::array< char, 60 >
using	Password_t = std::array< char, 10 >
using	PreventParticipantMatch_t = std::array< char, 3 >
using	RoutingInst_t = std::array< char, 4 >
using	SecurityExchange_t = std::array< char, 4 >
using	SecurityID_t = std::array< char, 16 >
using	SessionSubID_t = std::array< char, 4 >
using	Symbol_t = std::array< char, 8 >
using	SymbolSfx_t = std::array< char, 8 >
using	Text_t = std::array< char, 60 >
using	TradeReportID_t = std::array< char, 20 >
using	TradeReportRefID_t = std::array< char, 20 >
using	UserName_t = std::array< char, 4 >

Enumerations
enum	MsgType : MsgType_t {   MsgType::LogoutRequest =0x02, MsgType::ClientHeartbeat =0x03, MsgType::Logout =0x08, MsgType::ServerHeartbeat =0x09,   MsgType::ReplayComplete =0x13, MsgType::NewOrder =0x04, MsgType::CancelOrder =0x05, MsgType::ModifyOrder =0x06,   MsgType::OrderAcknowledgement =0x0A, MsgType::OrderRejected =0x0B, MsgType::OrderModified =0x0C, MsgType::OrderRestated =0x0D,   MsgType::UserModifyRejected =0x0E, MsgType::OrderCancelled =0x0F, MsgType::CancelRejected =0x10, MsgType::OrderExecution =0x11,   MsgType::TradeCancelOrCorrect =0x12, MsgType::MatchAll =std::numeric_limits<MsgType_t>::max()-1, MsgType::Exit =std::numeric_limits<MsgType_t>::max() }
enum	LoginResponseStatus : char {   LoginResponseStatus::LoginAccepted ='A', LoginResponseStatus::NotAuthorized ='N', LoginResponseStatus::SessionDisabled ='D', LoginResponseStatus::SessionInUse ='B',   LoginResponseStatus::InvalidSession ='S', LoginResponseStatus::SequenceAheadInLoginMessage ='Q', LoginResponseStatus::InvalidUnitGivenInLoginMessage ='I', LoginResponseStatus::InvalidReturnBitfieldInLoginMessage ='F',   LoginResponseStatus::InvalidLoginRequestMessageStructure ='M' }
enum	LogoutReason : char { LogoutReason::UserRequested ='U', LogoutReason::EndofDay ='E', LogoutReason::Administrative ='A', LogoutReason::ProtocolViolation ='!' }
enum	Side : char { Side::Buy ='1', Side::Sell ='2', Side::Sell_short ='5', Side::Sell_short_exempt ='6' }
enum	ExecInst : char {   ExecInst::NoSpecialHandling ='\0', ExecInst::MarketPeg ='P', ExecInst::PrimaryPeg ='R', ExecInst::Midpoint ='M',   ExecInst::AlternateMidpoint ='L', ExecInst::ExternalDarkOnly ='u', ExecInst::ExternalDarkLit ='v', ExecInst::ExternalLitOnly ='w' }
enum	OrdType : char { OrdType::Market ='1', OrdType::Limit ='2', OrdType::Pegged ='P' }
enum	TIF : char {   TIF::Day ='0', TIF::GTC ='1', TIF::ATO ='2', TIF::IOC ='3',   TIF::GTD ='6', TIF::ATC ='7' }
enum	IDSource : char { IDSource::ISIN ='4', IDSource::RIC ='5' }
enum	Capacity : char { Capacity::Agency ='A', Capacity::Principal ='P', Capacity::Riskless ='R' }
enum	DisplayIndicator : char { DisplayIndicator::DisplayedOrder ='X', DisplayIndicator::Invisible ='I' }
enum	BookingType : char { BookingType::RegularBooking ='0', BookingType::CFD ='1' }
enum	CancelOrigOnReject : char { CancelOrigOnReject::LeaveOriginal ='N', CancelOrigOnReject::CancelOriginal ='Y' }
enum	PreviouslyReported : char { PreviouslyReported::TradeWillPrint ='N', PreviouslyReported::TradeWillNotPrint ='Y' }
enum	TransactionCategory : char {   TransactionCategory::RegularTrade ='P', TransactionCategory::SpecialPrice ='F', TransactionCategory::DarkTrade ='D', TransactionCategory::TechnicalTrade ='T',   TransactionCategory::GiveUpGiveinTtrade ='G' }
enum	TradeReportTransType : std::uint8_t { TradeReportTransType::New =0, TradeReportTransType::Cancel =1, TradeReportTransType::Replace =2, TradeReportTransType::Release =3 }
enum	VenueType : char { VenueType::OffBook ='X' }
enum	TradingSessionSubId : std::uint8_t {   TradingSessionSubId::ScheduledOpeningAuction =2, TradingSessionSubId::ScheduledClosingAuction =4, TradingSessionSubId::ScheduledIntradayAuction =6, TradingSessionSubId::UnscheduledAuction =9,   TradingSessionSubId::ContinuousTrading =3, TradingSessionSubId::PostTrading =5, TradingSessionSubId::OutOfMainSessionTrading =10 }
enum	MatchType : std::uint8_t { MatchType::OffExchange =1, MatchType::OnExchange =3, MatchType::SystematicInternalizer =9 }
enum	SecondaryTrdType : std::uint8_t { SecondaryTrdType::BenchmarkTrade =58 }
enum	TradePriceCondition : std::uint8_t { TradePriceCondition::CumDividend =0, TradePriceCondition::ExDividend =2 }
enum	TradePublishIndicator : std::uint8_t { TradePublishIndicator::PublishTrade =1, TradePublishIndicator::DeferredPublication =2 }
enum	ExecutionMethod : char { ExecutionMethod::Automated ='A', ExecutionMethod::Manual ='M', ExecutionMethod::Unspecified ='U' }
enum	BaseLiquidityIndicator : char { BaseLiquidityIndicator::AddedLiquidity ='A', BaseLiquidityIndicator::RemovedLiquidity ='R', BaseLiquidityIndicator::RoutedAnotherMarket ='X', BaseLiquidityIndicator::AuctionTrade ='C' }
enum	SubLiquidityIndicator : char {   SubLiquidityIndicator::DarkPoolExecution ='D', SubLiquidityIndicator::AddedRPILiquidity ='E', SubLiquidityIndicator::RemovedLiquidity ='T', SubLiquidityIndicator::AddedHiddenLiquidityPriceImproved ='I',   SubLiquidityIndicator::AddedHiddenLiquidity ='H', SubLiquidityIndicator::ExecutionFromOrderJoinedNBBO ='J', SubLiquidityIndicator::AddedLiquidityHiddenPortionIceberg ='K', SubLiquidityIndicator::ExecutionFromOrderSetNBBO ='S',   SubLiquidityIndicator::AddedVisibleLiquidityPriceImproved ='V' }
enum	CCP : char {   CCP::EuropeanMultilateralClearingFacility ='E', CCP::LCHClearnet ='L', CCP::SIXXXClear ='X', CCP::EuroCCP ='C',   CCP::NoneClearingSuppressed ='N' }
enum	OrderRejectReason : char {   OrderRejectReason::Admin ='A', OrderRejectReason::CapacityUndefined ='C', OrderRejectReason::DuplicateClOrdID ='D', OrderRejectReason::Halted ='H',   OrderRejectReason::IncorrectDataCenter ='I', OrderRejectReason::TooLateToCancel ='J', OrderRejectReason::OrderRateThresholdExceeded ='K', OrderRejectReason::PriceExceedsCrossRange ='L',   OrderRejectReason::MaxSizeExceeded ='M', OrderRejectReason::NoLiquidityToExecuteAgainst ='N', OrderRejectReason::ClOrdIDNotMatchKnownOrder ='O', OrderRejectReason::CantModifyOrderInPendingFill ='P',   OrderRejectReason::AwaitingFirstTrade ='Q', OrderRejectReason::RoutingUnavailable ='R', OrderRejectReason::RoutingOrderWouldTradeOnAwayDestination ='T', OrderRejectReason::UserRequested ='U',   OrderRejectReason::WouldWash ='V', OrderRejectReason::AddLiquidityOnlyOrderWouldRemove ='W', OrderRejectReason::OrderExpired ='X', OrderRejectReason::SymbolNotSupported ='Y',   OrderRejectReason::UnforeseenReason ='Z', OrderRejectReason::BrokerOption ='b', OrderRejectReason::LargeinScale ='l', OrderRejectReason::ReserveReload ='r',   OrderRejectReason::MarketAccessRiskLimitExceeded ='m', OrderRejectReason::MaxOpenOrdersCountExceeded ='o', OrderRejectReason::CrossedMarket ='x', OrderRejectReason::OrderReceivedByBATSDuringReplay ='y' }
enum	RestatementReason : char {   RestatementReason::RepricingofPegOrder ='P', RestatementReason::Reroute ='R', RestatementReason::LockedInCross ='X', RestatementReason::Wash ='W',   RestatementReason::Reload ='L', RestatementReason::LiquidityUpdated ='Q' }
enum	Reason : char {   Reason::Admin ='A', Reason::DuplicateTradeReportID ='D', Reason::MarketAccessRiskLimitExceeded ='m', Reason::SymbolNotSupported ='Y',   Reason::UnforseenReason ='Z' }
enum	AttributedQuote : char { AttributedQuote::DoNotAttributeFirmMPID ='N', AttributedQuote::AttributeFirmMPID ='Y' }

Functions
template<class MsgT , MsgT Msg>
class isimud::exchanges::BATSBOE::common::Header	__attribute__ ((packed))
template<class MsgT , MsgT Msg>
isimud::exchanges::BATSBOE::common::LogonRequest Header	__attribute__ ((packed))
template<class MsgT , MsgT Msg>
isimud::exchanges::BATSBOE::common::LogonReply Header	__attribute__ ((packed))
template<class SrcMsgDetails , class DestMsgDetails , class SktT >
std::ostream &	operator<< (std::ostream &os, client_to_exchange_transformations< SrcMsgDetails, DestMsgDetails, SktT > const &ec) noexcept(false)
template<class SrcMsgDetails , class DestMsgDetails , class SktT >
std::ostream &	operator<< (std::ostream &os, exchange_to_client_transformations< SrcMsgDetails, DestMsgDetails, SktT > const &ec) noexcept(false)
template<class SrcMsgDetails , class SktT >
std::ostream &	operator<< (std::ostream &os, simulator_responses< SrcMsgDetails, SktT > const &ec) noexcept(false)
std::ostream &	operator<< (std::ostream &os, MsgType m)
std::ostream &	operator<< (std::ostream &os, LoginResponseStatus m)
std::ostream &	operator<< (std::ostream &os, LogoutReason m)
std::ostream &	operator<< (std::ostream &os, Side v)
std::istream &	operator>> (std::istream &os, Side &v)
std::ostream &	operator<< (std::ostream &os, OrdType v)
std::istream &	operator>> (std::istream &os, OrdType &v)
std::ostream &	operator<< (std::ostream &os, TIF v)
std::istream &	operator>> (std::istream &os, TIF &v)
std::ostream &	operator<< (std::ostream &os, OrderRejectReason m)
template<class Ret >
Ret	convert (FIX::common::field_str_range_t const &)=delete
template<>
constexpr OrdType	convert< OrdType > (FIX::common::field_str_range_t const &a)
template<>
constexpr TIF	convert< TIF > (FIX::common::field_str_range_t const &a)
template<>
constexpr Side	convert< Side > (FIX::common::field_str_range_t const &a)
template<>
SecurityID_t	convert< SecurityID_t > (FIX::common::field_str_range_t const &a)
template<>
Price_t	convert< Price_t > (FIX::common::field_str_range_t const &a)
template<>
std::uint32_t	convert< std::uint32_t > (FIX::common::field_str_range_t const &a)

Variables
const uint16_t	msg_start_code =0xBABA
constexpr Price_t	implied_decimal_places =10000
	The number of implied decimal-places for MIT use. More...

Detailed Description

From <a href="http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Binary_Order_Entry_Specification.pdf>"BATS Chi-X Europe Binary Order Entry Specification", Version 1.44, 27 November, 2014

Typedef Documentation

Account_t

using isimud::exchanges::BATSBOE::common::Account_t = typedef std::array<char, 16>

Definition at line 104 of file types.hpp.

ClearingAccount_t

using isimud::exchanges::BATSBOE::common::ClearingAccount_t = typedef std::array<char, 4>

Definition at line 105 of file types.hpp.

ClearingFirm_t

using isimud::exchanges::BATSBOE::common::ClearingFirm_t = typedef std::array<char, 4>

Definition at line 106 of file types.hpp.

ClientOrderID_t

using isimud::exchanges::BATSBOE::common::ClientOrderID_t = typedef std::array<char, 20>

Definition at line 107 of file types.hpp.

ContraBroker_t

using isimud::exchanges::BATSBOE::common::ContraBroker_t = typedef std::array<char, 4>

Definition at line 108 of file types.hpp.

Currency_t

using isimud::exchanges::BATSBOE::common::Currency_t = typedef isimud::exchanges::common::ccy_codes::currency_t

Definition at line 109 of file types.hpp.

DateTime_t

using isimud::exchanges::BATSBOE::common::DateTime_t = typedef std::uint64_t

Definition at line 99 of file types.hpp.

LogoutReasonText_t

using isimud::exchanges::BATSBOE::common::LogoutReasonText_t = typedef std::array<char, 60>

Definition at line 110 of file types.hpp.

MsgType_t

using isimud::exchanges::BATSBOE::common::MsgType_t = typedef std::uint8_t

Definition at line 100 of file types.hpp.

Password_t

using isimud::exchanges::BATSBOE::common::Password_t = typedef std::array<char, 10>

Definition at line 111 of file types.hpp.

PreventParticipantMatch_t

using isimud::exchanges::BATSBOE::common::PreventParticipantMatch_t = typedef std::array<char, 3>

Definition at line 112 of file types.hpp.

Price_t

using isimud::exchanges::BATSBOE::common::Price_t = typedef std::uint64_t

Definition at line 101 of file types.hpp.

RoutingInst_t

using isimud::exchanges::BATSBOE::common::RoutingInst_t = typedef std::array<char, 4>

Definition at line 113 of file types.hpp.

SecurityExchange_t

using isimud::exchanges::BATSBOE::common::SecurityExchange_t = typedef std::array<char, 4>

Definition at line 114 of file types.hpp.

SecurityID_t

using isimud::exchanges::BATSBOE::common::SecurityID_t = typedef std::array<char, 16>

Definition at line 115 of file types.hpp.

SessionSubID_t

using isimud::exchanges::BATSBOE::common::SessionSubID_t = typedef std::array<char, 4>

Definition at line 116 of file types.hpp.

SPrice_t

using isimud::exchanges::BATSBOE::common::SPrice_t = typedef std::int64_t

Definition at line 102 of file types.hpp.

Symbol_t

using isimud::exchanges::BATSBOE::common::Symbol_t = typedef std::array<char, 8>

Definition at line 117 of file types.hpp.

SymbolSfx_t

using isimud::exchanges::BATSBOE::common::SymbolSfx_t = typedef std::array<char, 8>

Definition at line 118 of file types.hpp.

Text_t

using isimud::exchanges::BATSBOE::common::Text_t = typedef std::array<char, 60>

Definition at line 119 of file types.hpp.

TradeReportID_t

using isimud::exchanges::BATSBOE::common::TradeReportID_t = typedef std::array<char, 20>

Definition at line 120 of file types.hpp.

TradeReportRefID_t

using isimud::exchanges::BATSBOE::common::TradeReportRefID_t = typedef std::array<char, 20>

Definition at line 121 of file types.hpp.

UserName_t

using isimud::exchanges::BATSBOE::common::UserName_t = typedef std::array<char, 4>

Definition at line 122 of file types.hpp.

Enumeration Type Documentation

AttributedQuote

enum isimud::exchanges::BATSBOE::common::AttributedQuote : char

strong

Enumerator
DoNotAttributeFirmMPID
AttributeFirmMPID

Definition at line 431 of file types.hpp.

BaseLiquidityIndicator

enum isimud::exchanges::BATSBOE::common::BaseLiquidityIndicator : char

strong

Enumerator
AddedLiquidity
RemovedLiquidity
RoutedAnotherMarket
AuctionTrade

Definition at line 350 of file types.hpp.

BookingType

enum isimud::exchanges::BATSBOE::common::BookingType : char

strong

Enumerator
RegularBooking
CFD	Contract for difference.

Definition at line 280 of file types.hpp.

CancelOrigOnReject

enum isimud::exchanges::BATSBOE::common::CancelOrigOnReject : char

strong

Enumerator
LeaveOriginal
CancelOriginal

Definition at line 285 of file types.hpp.

Capacity

enum isimud::exchanges::BATSBOE::common::Capacity : char

strong

Enumerator
Agency
Principal
Riskless

Definition at line 269 of file types.hpp.

CCP

enum isimud::exchanges::BATSBOE::common::CCP : char

strong

Enumerator
EuropeanMultilateralClearingFacility
LCHClearnet
SIXXXClear
EuroCCP
NoneClearingSuppressed

Definition at line 369 of file types.hpp.

DisplayIndicator

enum isimud::exchanges::BATSBOE::common::DisplayIndicator : char

strong

Enumerator
DisplayedOrder
Invisible

Definition at line 275 of file types.hpp.

ExecInst

enum isimud::exchanges::BATSBOE::common::ExecInst : char

strong

Enumerator
NoSpecialHandling
MarketPeg
PrimaryPeg
Midpoint
AlternateMidpoint
ExternalDarkOnly
ExternalDarkLit
ExternalLitOnly

Definition at line 210 of file types.hpp.

ExecutionMethod

enum isimud::exchanges::BATSBOE::common::ExecutionMethod : char

strong

Enumerator
Automated
Manual
Unspecified

Definition at line 344 of file types.hpp.

IDSource

enum isimud::exchanges::BATSBOE::common::IDSource : char

strong

Enumerator
ISIN
RIC

Definition at line 264 of file types.hpp.

LoginResponseStatus

enum isimud::exchanges::BATSBOE::common::LoginResponseStatus : char

strong

Enumerator
LoginAccepted
NotAuthorized
SessionDisabled
SessionInUse
InvalidSession
SequenceAheadInLoginMessage
InvalidUnitGivenInLoginMessage
InvalidReturnBitfieldInLoginMessage
InvalidLoginRequestMessageStructure

Definition at line 158 of file types.hpp.

LogoutReason

enum isimud::exchanges::BATSBOE::common::LogoutReason : char

strong

Enumerator
UserRequested
EndofDay
Administrative
ProtocolViolation

Definition at line 176 of file types.hpp.

MatchType

enum isimud::exchanges::BATSBOE::common::MatchType : std::uint8_t

strong

Enumerator
OffExchange
OnExchange
SystematicInternalizer

Definition at line 324 of file types.hpp.

MsgType

enum isimud::exchanges::BATSBOE::common::MsgType : MsgType_t

strong

Enumerator
LogoutRequest
ClientHeartbeat
Logout
ServerHeartbeat
ReplayComplete
NewOrder
CancelOrder
ModifyOrder
OrderAcknowledgement
OrderRejected
OrderModified
OrderRestated
UserModifyRejected
OrderCancelled
CancelRejected
OrderExecution
TradeCancelOrCorrect
MatchAll	For the meta-state machine to allow a catch-all rule to reject anything unhandled.
Exit	For the meta-state machine: the exit state to exit the msm.

Definition at line 130 of file types.hpp.

OrderRejectReason

enum isimud::exchanges::BATSBOE::common::OrderRejectReason : char

strong

Enumerator
Admin
CapacityUndefined
DuplicateClOrdID
Halted
IncorrectDataCenter
TooLateToCancel
OrderRateThresholdExceeded
PriceExceedsCrossRange
MaxSizeExceeded	OrderQty would cause LeavesQty to exceed allowable size.
NoLiquidityToExecuteAgainst
ClOrdIDNotMatchKnownOrder
CantModifyOrderInPendingFill
AwaitingFirstTrade
RoutingUnavailable
RoutingOrderWouldTradeOnAwayDestination
UserRequested
WouldWash
AddLiquidityOnlyOrderWouldRemove
OrderExpired
SymbolNotSupported
UnforeseenReason
BrokerOption
LargeinScale
ReserveReload
MarketAccessRiskLimitExceeded
MaxOpenOrdersCountExceeded
CrossedMarket
OrderReceivedByBATSDuringReplay

Definition at line 377 of file types.hpp.

OrdType

enum isimud::exchanges::BATSBOE::common::OrdType : char

strong

Enumerator
Market
Limit
Pegged

Definition at line 221 of file types.hpp.

PreviouslyReported

enum isimud::exchanges::BATSBOE::common::PreviouslyReported : char

strong

Enumerator
TradeWillPrint
TradeWillNotPrint

Definition at line 290 of file types.hpp.

Reason

enum isimud::exchanges::BATSBOE::common::Reason : char

strong

Enumerator
Admin
DuplicateTradeReportID
MarketAccessRiskLimitExceeded
SymbolNotSupported
UnforseenReason

Definition at line 423 of file types.hpp.

RestatementReason

enum isimud::exchanges::BATSBOE::common::RestatementReason : char

strong

Enumerator
RepricingofPegOrder
Reroute
LockedInCross
Wash
Reload
LiquidityUpdated

Definition at line 414 of file types.hpp.

SecondaryTrdType

enum isimud::exchanges::BATSBOE::common::SecondaryTrdType : std::uint8_t

strong

Enumerator
BenchmarkTrade

Definition at line 330 of file types.hpp.

Side

enum isimud::exchanges::BATSBOE::common::Side : char

strong

Enumerator
Buy
Sell
Sell_short
Sell_short_exempt

Definition at line 189 of file types.hpp.

SubLiquidityIndicator

enum isimud::exchanges::BATSBOE::common::SubLiquidityIndicator : char

strong

Enumerator
DarkPoolExecution
AddedRPILiquidity
RemovedLiquidity	From the BATS Dark Pool by IOC order.
AddedHiddenLiquidityPriceImproved
AddedHiddenLiquidity
ExecutionFromOrderJoinedNBBO
AddedLiquidityHiddenPortionIceberg	Trade added Liquidity from the hidden (reserve) portion of an iceberg order.
ExecutionFromOrderSetNBBO
AddedVisibleLiquidityPriceImproved

Definition at line 357 of file types.hpp.

TIF

enum isimud::exchanges::BATSBOE::common::TIF : char

strong

Enumerator
Day
GTC	GTC (allowed, but treated as Day).
ATO	At The Open (reserved for future use).
IOC	IOC (Portion not filled immediately is cancelled. Market orders are implicitly IOC.).
GTD	GTD (expires at earlier of specified ExpireTime or end of day).
ATC	At The Close (reserved for future use).

Definition at line 241 of file types.hpp.

TradePriceCondition

enum isimud::exchanges::BATSBOE::common::TradePriceCondition : std::uint8_t

strong

Enumerator
CumDividend
ExDividend

Definition at line 334 of file types.hpp.

TradePublishIndicator

enum isimud::exchanges::BATSBOE::common::TradePublishIndicator : std::uint8_t

strong

Enumerator
PublishTrade
DeferredPublication

Definition at line 339 of file types.hpp.

TradeReportTransType

enum isimud::exchanges::BATSBOE::common::TradeReportTransType : std::uint8_t

strong

Enumerator
New
Cancel
Replace
Release

Definition at line 303 of file types.hpp.

TradingSessionSubId

enum isimud::exchanges::BATSBOE::common::TradingSessionSubId : std::uint8_t

strong

Enumerator
ScheduledOpeningAuction
ScheduledClosingAuction
ScheduledIntradayAuction
UnscheduledAuction
ContinuousTrading
PostTrading
OutOfMainSessionTrading

Definition at line 314 of file types.hpp.

TransactionCategory

enum isimud::exchanges::BATSBOE::common::TransactionCategory : char

strong

Enumerator
RegularTrade	Aka Plain-Vanilla Trade.
SpecialPrice	Aka Trade with Conditions.
DarkTrade
TechnicalTrade
GiveUpGiveinTtrade

Definition at line 295 of file types.hpp.

VenueType

enum isimud::exchanges::BATSBOE::common::VenueType : char

strong

Enumerator
OffBook

Definition at line 310 of file types.hpp.

Function Documentation

__attribute__() [1/3]

template<class MsgT , MsgT Msg>

isimud::exchanges::BATSBOE::common::TradeCancelOrCorrect Header isimud::exchanges::BATSBOE::common::__attribute__

(

(packed)

)

__attribute__() [2/3]

template<class MsgT , MsgT Msg>

isimud::exchanges::BATSBOE::common::LogonRequest Header isimud::exchanges::BATSBOE::common::__attribute__

(

(packed)

)

__attribute__() [3/3]

template<class MsgT , MsgT Msg>

isimud::exchanges::BATSBOE::common::LogonReply Header isimud::exchanges::BATSBOE::common::__attribute__

(

(packed)

)

convert()

template<class Ret >

Ret isimud::exchanges::BATSBOE::common::convert ( FIX::common::field_str_range_t const &  )

delete

convert< OrdType >()

template<>

constexpr OrdType isimud::exchanges::BATSBOE::common::convert< OrdType > ( FIX::common::field_str_range_t const &  a )

inlineconstexpr

Todo:

What should be done with OrdType's that cannot be mapped?.

Definition at line 105 of file fix_to_batsboe_common_conversions.hpp.

convert< Price_t >()

template<>

Price_t isimud::exchanges::BATSBOE::common::convert< Price_t > ( FIX::common::field_str_range_t const &  a )

inline

Definition at line 177 of file fix_to_batsboe_common_conversions.hpp.

convert< SecurityID_t >()

template<>

SecurityID_t isimud::exchanges::BATSBOE::common::convert< SecurityID_t > ( FIX::common::field_str_range_t const &  a )

inline

Todo:

We need to consider the symbology used, for example a conversion from ISIN to MIT native symbology.

Definition at line 167 of file fix_to_batsboe_common_conversions.hpp.

convert< Side >()

template<>

constexpr Side isimud::exchanges::BATSBOE::common::convert< Side > ( FIX::common::field_str_range_t const &  a )

inlineconstexpr

Todo:

What should be done with Side's that cannot be mapped?.

Definition at line 147 of file fix_to_batsboe_common_conversions.hpp.

References convert< Side >().

Referenced by isimud::exchanges::BATSBOE::common::CancelOrder::CancelOrder(), isimud::exchanges::BATSBOE::common::ClientHeartbeat::ClientHeartbeat(), convert< Side >(), convert< TIF >(), isimud::exchanges::BATSBOE::common::Header< MsgType, MsgType::Logout >::Header(), isimud::exchanges::BATSBOE::common::NewOrder::instrumentID(), isimud::exchanges::BATSBOE::common::Header< MsgType, MsgType::Logout >::length(), isimud::exchanges::BATSBOE::common::NewOrder::limitPrice(), isimud::exchanges::BATSBOE::common::OrderModified::limitPrice(), isimud::exchanges::BATSBOE::common::LogonReply< MsgT, Msg >::LogonReply(), isimud::exchanges::BATSBOE::common::LogonRequest< MsgT, Msg >::LogonRequest(), isimud::exchanges::BATSBOE::common::simulator_responses< SrcMsgDetails, SktT >::state_machine_t::LogonRequestResponse::LogonRequestResponse(), isimud::exchanges::BATSBOE::common::Logout::Logout(), isimud::exchanges::BATSBOE::common::LogoutRequest::LogoutRequest(), isimud::exchanges::BATSBOE::common::simulator_responses< SrcMsgDetails, SktT >::state_machine_t::LogoutRequestResponse::LogoutRequestResponse(), isimud::exchanges::BATSBOE::common::ModifyOrder::ModifyOrder(), isimud::exchanges::BATSBOE::common::NewOrder::NewOrder(), isimud::exchanges::BATSBOE::common::simulator_responses< SrcMsgDetails, SktT >::state_machine_t::NewOrderResponse::NewOrderResponse(), isimud::exchanges::BATSBOE::common::LogonReply< MsgT, Msg >::respond::operator()(), operator<<(), isimud::exchanges::BATSBOE::common::OrderAcknowledgement::OrderAcknowledgement(), isimud::exchanges::BATSBOE::common::OrderCancelled::OrderCancelled(), isimud::exchanges::BATSBOE::common::OrderModified::OrderModified(), isimud::exchanges::BATSBOE::common::OrderModified::orderQty(), isimud::exchanges::BATSBOE::common::OrderCancelled::orderQty(), isimud::exchanges::BATSBOE::common::OrderRejected::OrderRejected(), isimud::exchanges::BATSBOE::common::OrderRestated::OrderRestated(), isimud::exchanges::BATSBOE::common::NewOrder::orderType(), isimud::exchanges::BATSBOE::common::exchange_to_client_transformations< SrcMsgDetails, DestMsgDetails, SktT >::process_msg(), isimud::exchanges::BATSBOE::common::ServerHeartbeat::ServerHeartbeat(), isimud::exchanges::BATSBOE::common::OrderModified::side(), isimud::exchanges::BATSBOE::common::OrderCancelled::side(), isimud::exchanges::BATSBOE::common::NewOrder::tif(), isimud::exchanges::BATSBOE::common::exchange_to_client_transformations< SrcMsgDetails, DestMsgDetails, SktT >::to_string(), and isimud::exchanges::BATSBOE::common::UserModifyRejected::UserModifyRejected().

convert< std::uint32_t >()

template<>

std::uint32_t isimud::exchanges::BATSBOE::common::convert< std::uint32_t > ( FIX::common::field_str_range_t const &  a )

inline

Definition at line 183 of file fix_to_batsboe_common_conversions.hpp.

convert< TIF >()

template<>

constexpr TIF isimud::exchanges::BATSBOE::common::convert< TIF > ( FIX::common::field_str_range_t const &  a )

inlineconstexpr

Todo:

What should be done with TIF's that cannot be mapped?.

Definition at line 123 of file fix_to_batsboe_common_conversions.hpp.

References convert< Side >().

operator<<() [1/10]

template<class SrcMsgDetails , class DestMsgDetails , class SktT >

std::ostream & isimud::exchanges::BATSBOE::common::operator<< ( std::ostream &  os, client_to_exchange_transformations< SrcMsgDetails, DestMsgDetails, SktT > const &  ec  )

inlinenoexcept

Definition at line 143 of file processing_rules_impl.hpp.

References convert< Side >().

operator<<() [2/10]

template<class SrcMsgDetails , class DestMsgDetails , class SktT >

std::ostream & isimud::exchanges::BATSBOE::common::operator<< ( std::ostream &  os, exchange_to_client_transformations< SrcMsgDetails, DestMsgDetails, SktT > const &  ec  )

inlinenoexcept

Definition at line 231 of file processing_rules_impl.hpp.

References convert< Side >().

operator<<() [3/10]

std::ostream& isimud::exchanges::BATSBOE::common::operator<< ( std::ostream &  os, LoginResponseStatus  m  )

inline

Definition at line 171 of file types.hpp.

operator<<() [4/10]

std::ostream& isimud::exchanges::BATSBOE::common::operator<< ( std::ostream &  os, LogoutReason  m  )

inline

Definition at line 184 of file types.hpp.

operator<<() [5/10]

std::ostream& isimud::exchanges::BATSBOE::common::operator<< ( std::ostream &  os, MsgType  m  )

inline

Definition at line 153 of file types.hpp.

operator<<() [6/10]

std::ostream& isimud::exchanges::BATSBOE::common::operator<< ( std::ostream &  os, OrderRejectReason  m  )

inline

Definition at line 409 of file types.hpp.

operator<<() [7/10]

std::ostream& isimud::exchanges::BATSBOE::common::operator<< ( std::ostream &  os, OrdType  v  )

inline

Definition at line 228 of file types.hpp.

operator<<() [8/10]

std::ostream& isimud::exchanges::BATSBOE::common::operator<< ( std::ostream &  os, Side  v  )

inline

Definition at line 197 of file types.hpp.

operator<<() [9/10]

template<class SrcMsgDetails , class SktT >

std::ostream & isimud::exchanges::BATSBOE::common::operator<< ( std::ostream &  os, simulator_responses< SrcMsgDetails, SktT > const &  ec  )

inlinenoexcept

Definition at line 524 of file processing_rules_impl.hpp.

operator<<() [10/10]

std::ostream& isimud::exchanges::BATSBOE::common::operator<< ( std::ostream &  os, TIF  v  )

inline

Definition at line 251 of file types.hpp.

operator>>() [1/3]

std::istream& isimud::exchanges::BATSBOE::common::operator>> ( std::istream &  os, OrdType &  v  )

inline

Definition at line 234 of file types.hpp.

operator>>() [2/3]

std::istream& isimud::exchanges::BATSBOE::common::operator>> ( std::istream &  os, Side &  v  )

inline

Definition at line 203 of file types.hpp.

operator>>() [3/3]

std::istream& isimud::exchanges::BATSBOE::common::operator>> ( std::istream &  os, TIF &  v  )

inline

Definition at line 257 of file types.hpp.

Variable Documentation

implied_decimal_places

constexpr Price_t isimud::exchanges::BATSBOE::common::implied_decimal_places =10000

constexpr

The number of implied decimal-places for MIT use.

From Section 10 "List of Optional Fields".

Definition at line 128 of file types.hpp.

msg_start_code

const uint16_t isimud::exchanges::BATSBOE::common::msg_start_code =0xBABA

Definition at line 107 of file messages.hpp.